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IDU vs. ITOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDU and ITOT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IDU vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
557.21%
605.73%
IDU
ITOT

Key characteristics

Sharpe Ratio

IDU:

1.28

ITOT:

0.48

Sortino Ratio

IDU:

1.77

ITOT:

0.80

Omega Ratio

IDU:

1.23

ITOT:

1.12

Calmar Ratio

IDU:

2.13

ITOT:

0.49

Martin Ratio

IDU:

5.51

ITOT:

1.98

Ulcer Index

IDU:

3.80%

ITOT:

4.80%

Daily Std Dev

IDU:

16.47%

ITOT:

19.78%

Max Drawdown

IDU:

-53.88%

ITOT:

-55.20%

Current Drawdown

IDU:

-3.55%

ITOT:

-10.49%

Returns By Period

In the year-to-date period, IDU achieves a 5.10% return, which is significantly higher than ITOT's -6.33% return. Over the past 10 years, IDU has underperformed ITOT with an annualized return of 9.08%, while ITOT has yielded a comparatively higher 11.49% annualized return.


IDU

YTD

5.10%

1M

0.95%

6M

0.25%

1Y

21.08%

5Y*

9.39%

10Y*

9.08%

ITOT

YTD

-6.33%

1M

-3.01%

6M

-4.60%

1Y

8.91%

5Y*

15.17%

10Y*

11.49%

*Annualized

Compare stocks, funds, or ETFs

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IDU vs. ITOT - Expense Ratio Comparison

IDU has a 0.42% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Expense ratio chart for IDU: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDU: 0.42%
Expense ratio chart for ITOT: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITOT: 0.03%

Risk-Adjusted Performance

IDU vs. ITOT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDU
The Risk-Adjusted Performance Rank of IDU is 8787
Overall Rank
The Sharpe Ratio Rank of IDU is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IDU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IDU is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IDU is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IDU is 8686
Martin Ratio Rank

ITOT
The Risk-Adjusted Performance Rank of ITOT is 6060
Overall Rank
The Sharpe Ratio Rank of ITOT is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ITOT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ITOT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ITOT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ITOT is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDU vs. ITOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for IDU, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.00
IDU: 1.28
ITOT: 0.48
The chart of Sortino ratio for IDU, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
IDU: 1.77
ITOT: 0.80
The chart of Omega ratio for IDU, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
IDU: 1.23
ITOT: 1.12
The chart of Calmar ratio for IDU, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.00
IDU: 2.13
ITOT: 0.49
The chart of Martin ratio for IDU, currently valued at 5.51, compared to the broader market0.0020.0040.0060.00
IDU: 5.51
ITOT: 1.98

The current IDU Sharpe Ratio is 1.28, which is higher than the ITOT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of IDU and ITOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.28
0.48
IDU
ITOT

Dividends

IDU vs. ITOT - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.29%, more than ITOT's 1.36% yield.


TTM20242023202220212020201920182017201620152014
IDU
iShares U.S. Utilities ETF
2.29%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%2.88%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.36%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%

Drawdowns

IDU vs. ITOT - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for IDU and ITOT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.55%
-10.49%
IDU
ITOT

Volatility

IDU vs. ITOT - Volatility Comparison

The current volatility for iShares U.S. Utilities ETF (IDU) is 8.68%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 14.36%. This indicates that IDU experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.68%
14.36%
IDU
ITOT